Well, I'm not so sure about the "expensivness" (sorry about this word, I'm not sure if it exists in English,
, but I'm sure everybody understand what I mean). There is no "free" software if you call yourself a "pro". A professional version of Linux has a licence fee and it's not quite cheap! MySql also has licence fee a.s.o. Off course, you can develop your own Linux distribution. That would be indeed cost cutting in licence, but there will be a lot of additional costs that would make it not worth the effort.
"Would it be true to say that the MS way offers a lot more to us developers in the way of functionality, integration, ease of use, etc ???"
May be, or may be not. I'm myself a "Microsoft Solution Provider" (patent pending) so more familiar with MS products, but also living in a middle of php/linux developer world so I know few things about it. I'dd say that there is a better interoperability between MS solutions - originated from MS or elsewere - than Open Source's, and that could cause costly problems if you relay only on Open Source, but this could be just a personal impression.